Tell me everything about Garry s Mod?

I was watching VanossGaming play this and it looked so cool so i bought it but i don't know how to do anything like that. The thing i want to do the most is get stuff like how they have like luigi and zelda skins but i don't know how. Also i want to be able to join worlds like that. So, can someone just explain everything to me?

Its a mod to Half Life 2. You have to buy Half Life and Garys Mod to do what is done in the youtube vids. Extra cost might apply.